+64.3%
PBR vs SFM
+25.7%
+38.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.5% |
| 7D | -3.7% | -0.4% | -3.3% | -3.7% |
| 30D | -29.0% | -19.2% | -9.8% | -28.6% |
| 3M | +4.9% | -40.3% | +45.2% | +6.5% |
| 6M | -8.4% | -40.9% | +32.4% | -7.1% |
| YTD | +59.4% | -35.5% | +94.9% | +60.7% |
| 1Y | +45.5% | -37.4% | +82.9% | +47.0% |
| All | +64.3% | +25.7% | +38.6% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling